Initial commit: Hermes Agent skills collection

- Trading skills (OKX, dividend, lottery, quantitative) - Creative skills (ASCII art, diagrams, video) - Development skills (GitHub, debugging, TDD) - Research skills (arXiv, blog monitoring) - Productivity skills (email, documents, notes) - MCP integration skills - Custom user skills
2026-07-05 02:31:15 -04:00
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+# VWAP + Multi-Indicator T-Trading Panel
+
+做T (T-trading) = buying/selling around an existing position to lower cost basis via intraday swings.
+Best for high-volatility stocks with 10%+ daily ranges (e.g. quantum stocks, biotech, meme stocks).
+
+## Indicator Stack for T-Trading
+
+| Indicator | What it tells you | T-trading signal |
+|-----------|-------------------|------------------|
+| **VWAP** | Intraday volume-weighted avg price (the "fair value" today) | Price > VWAP = sell zone; < VWAP = buy zone |
+| **RSI(14)** | Overbought/oversold momentum | >70 = overbought (sell); <30 = oversold (buy) |
+| **Bollinger(20,2)** | Volatility channel | Touch upper band = sell; touch lower band = buy |
+| **ATR(14)** | Average True Range — how much it swings per period | Higher ATR = better for T-trading |
+| **Volume ratio** | Current vol vs average | >1.5x = confirming move; <0.5x = weak/noisy |
+
+## VWAP Calculation (from 30-min candles)
+
+```python
+def calc_vwap(candles):
+    """Volume-Weighted Average Price"""
+    cum_pv, cum_vol = 0, 0
+    for c in candles:
+        typical = (float(c.high) + float(c.low) + float(c.close)) / 3
+        vol = float(c.volume)
+        cum_pv += typical * vol
+        cum_vol += vol
+    return cum_pv / cum_vol if cum_vol else 0
+```
+
+⚠️ VWAP resets each trading day. Use intraday candles (5min, 30min), NOT daily candles.
+
+## RSI Calculation
+
+```python
+def calc_rsi(candles, period=14):
+    closes = [float(c.close) for c in candles]
+    if len(closes) < period + 1:
+        return None
+    gains, losses = [], []
+    for i in range(1, len(closes)):
+        diff = closes[i] - closes[i-1]
+        gains.append(max(diff, 0))
+        losses.append(max(-diff, 0))
+    avg_gain = sum(gains[-period:]) / period
+    avg_loss = sum(losses[-period:]) / period
+    if avg_loss == 0:
+        return 100
+    rs = avg_gain / avg_loss
+    return 100 - (100 / (1 + rs))
+```
+
+## Bollinger Bands
+
+```python
+def calc_bollinger(candles, period=20, std_mult=2):
+    closes = [float(c.close) for c in candles]
+    data = closes[-period:]
+    mid = sum(data) / period
+    std = (sum((x - mid)**2 for x in data) / period) ** 0.5
+    return mid + std_mult * std, mid, mid - std_mult * std  # upper, mid, lower
+```
+
+## Composite Scoring System
+
+Combine all indicators into a single score for clear buy/sell signals:
+
+```python
+score = 0  # Range: -100 (strong buy) to +100 (strong sell)
+
+# VWAP
+if price > vwap:  score += 20    # above VWAP = sell bias
+else:             score -= 20    # below VWAP = buy bias
+
+# RSI (30-min timeframe preferred for T-trading)
+if rsi_30m > 70:  score += 25    # overbought
+elif rsi_30m < 30: score -= 25   # oversold
+
+# Bollinger position
+boll_pct = (price - boll_low) / (boll_up - boll_low)
+if boll_pct > 0.8: score += 20   # near upper band
+elif boll_pct < 0.2: score -= 20 # near lower band
+
+# Volume confirmation
+if vol_ratio > 1.5: score += 10  # volume confirms move
+
+# Decision
+if score > 30:  action = "SELL (reverse T)"
+elif score < -30: action = "BUY (forward T)"
+else:            action = "WAIT"
+```
+
+## T-Trading Execution Modes
+
+### Manual (Alerts Only)
+- Cron monitors price every 10-15 min during market hours
+- Notifies user when price hits key levels
+- User manually places order
+
+### Semi-Automatic (Recommended for retail)
+- Cron monitors price + calculates indicator score
+- Auto-submits limit orders when score hits threshold
+- Notifies user of every order placed
+- Auto-cancels stale orders when price moves away
+
+### Script Architecture
+```
+~/.hermes/scripts/
+├── rgti_t_panel.py          # Manual: run on-demand for indicator dashboard
+├── rgti_alert.py            # Alerts only: cron job, silent when no signal
+└── rgti_auto_monitor.py     # Semi-auto: cron + auto-place orders + notify
+```
+
+## Cron Setup (US Market Hours)
+```
+# Every 10 min during 9:00-15:59 ET (Mon-Fri)
+*/10 9-15 * * 1-5
+
+# Every 15 min (less aggressive)
+*/15 9-15 * * 1-5
+```
+
+## Key Pitfalls
+- **VWAP needs intraday candles**: Daily VWAP is meaningless. Use 5min or 30min candles.
+- **RSI on 5min is noisy**: Use 30min RSI for T-trading decisions, 5min only for entry timing.
+- **Don't T-trade low-volume stocks**: Need volume >1M daily for reliable fills.
+- **GTC + OutsideRTH for auto-orders**: Use `GoodTilCanceled` + `OutsideRTH.AnyTime` so orders work pre-market, regular hours, and after-hours.
+- **Position availability**: `available_quantity` (settled, sellable) ≠ `quantity` (total incl unsettled). Check before selling.
+- **5-min cooldown between orders**: Prevent rapid-fire order spam; state file tracks last action time.